+86.7%
CMS vs TENB
+26.2%
+60.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.5% |
| 7D | +0.5% | -10.8% | +11.3% | +1.0% |
| 30D | +7.4% | +0.9% | +6.5% | +7.3% |
| 3M | +1.9% | +14.3% | -12.5% | +0.9% |
| 6M | -2.3% | +92.2% | -94.5% | -6.5% |
| YTD | +3.0% | +78.3% | -75.4% | -1.3% |
| 1Y | -2.8% | +49.5% | -52.3% | -5.7% |
| 3Y | +37.9% | +12.2% | +25.7% | +35.2% |
| 5Y | +34.0% | -22.4% | +56.3% | +31.8% |
| All | +86.7% | +26.2% | +60.4% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling